Systematic Options Researcher / Trader
We are looking for a Systematic Options Researcher / Trader to join our Cryptocurrency Options Market Making team. This role focuses on the research, development, and deployment of systematic strategies for pricing, quoting, and risk management in options markets. You will operate at the intersection of quantitative research, real-time trading systems, and production strategy deployment — contributing directly to live trading performance in highly competitive markets. This role is suited for someone with strong quantitative intuition, deep options knowledge, and solid engineering capabilities.
Responsibilities
- Develop and improve systematic options market-making strategies.
- Design and calibrate volatility models, skew models, and surface construction frameworks.
- Research and implement pricing models for vanilla and multi-leg options strategies.
- Optimize quoting logic under microstructure constraints (latency, queue position, fill probability).
- Design and evaluate delta, gamma, and vega hedging frameworks.
- Build robust backtesting tools and simulation environments for options strategies.
- Analyze trading performance and identify opportunities for improvement.
- Collaborate closely with developers to deploy research into production systems.
- Monitor live strategies and iterate quickly in response to market behaviour.
Requirements
Technical Skills
- Strong programming skills in Python (research, prototyping, data analysis) and C/C++ or Rust (performance-critical production systems).
- Experience working with real-time trading systems.
- Strong foundation in probability, statistics, and stochastic processes.
- Experience with volatility modelling and options pricing.
- Ability to work with large datasets and build scalable research pipelines.
Quantitative Background
- Strong understanding of Black–Scholes and advanced pricing frameworks, volatility surfaces and skew dynamics, Greeks and risk management, and market microstructure.
- Prior experience in systematic trading or market making is highly preferred.
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